100% Capital Protected Note on WTI Crude Oil

Underlying: WTI Crude Oil Future (NYMEX Front Month Contract) SSPA/EUSIPA Product Type: Capital Protection Certificate with Participation (1100) SIX symbol: KBTVDU / Valor: 41688849 / ISIN: CH0416888490

Last update 17:14:07
  • Bid

    100.40 %
    Volume: 100'000

  • Ask

    101.40 %
    Volume: 100'000

Key figures

Strike absolute66.22 USD
Capital protection100.00%
Participation150.00%
Days to expiry746
Trading placeSIX SP Exchange
Settlementcash

Product calendar

Fixing date20.06.2018
Last trading date20.06.2022
Expiry20.06.2022

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.25%
SSPA risk calculated on21.11.2019

UBS Capital Protection Note

UBS Capital Protected Notes, or CPNs, have capital protection at maturity and at the same time offer the earning potential that can arise from the capital markets. To this end, CPNs (at least partly) participate in the price movements of selected underlying assets (e.g. index, equity basket or commodities and currencies). The structure offers uncapped participation in a possibly positive performance of the selected underlying asset. The pre-determined participation rate can vary. Depending on the product features, it can be proportional (either negative or positive) to the performance of the underlying asset. In general, higher capital protection is at the cost of the participation rate in price movements. Depending on the features, the capital protection at the end of the mostly several-year term is between 90 and 100 percent of the nominal amount.

With a capital protection of less than 100 percent, the nominal amount at maturity is not fully secured. A price increase of the underlying asset by maturity is needed to bridge the difference between the level of capital protection and 100 percent of the nominal amount and avoid losses at maturity.